Name:__________________________________ Date:_____________________

Course & Section:_________________________ Program & Year:____________

Experiment 4
Numerical Differentiation

Objectives
By the end of the experiment, the student should be able to
 define the different numerical differentiation methods.
 analyze the different techniques in numerical differentiation.
 demonstrate the usage of matlab in computing numerical differentiation.
 construct a script file for numerical differentiation operation.

Tools Required
 Personal Computer/Desktop Computer/Computer Workstation
 MATLAB software

MATLAB FUNCTIONS

diff Difference and approximate derivative.

diff(X), for a vector X, is [X(2)-X(1) X(3)-X(2) ... X(n)-X(n-1)].
diff(X), for a matrix X, is the matrix of row differences,
[X(2:n,:) - X(1:n-1,:)].
diff(X), for an N-D array X, is the difference along the first
non-singleton dimension of X.
diff(X,N) is the N-th order difference along the first non-singleton
dimension (denote it by DIM). If N >= size(X,DIM), diff takes
successive differences along the next non-singleton dimension.
diff(X,N,DIM) is the Nth difference function along dimension DIM.
If N >= size(X,DIM), diff returns an empty array.

Examples:
h = .001; x = 0:h:pi;
diff(sin(x.^2))/h is an approximation to 2*cos(x.^2).*x
diff((1:10).^2) is 3:2:19

If X = [3 7 5 0 9 2]
then diff(X,1,1) is [-3 2 -3], diff(X,1,2) is [4 -2 9 -7],
diff(X,2,2) is the 2nd order difference along the dimension 2, and
diff(X,3,2) is the empty matrix.

Exercise:

1. Open your numerical differentiation lecture notes and estimate the derivative of the function, x2cosx at xi= 1 using
forward finite divided differences at step sizes h = 0.1 and h = 0.01 applying the truncated and the more accurate
formula for h = 0.01 step size.

2. Open your numerical differentiation lecture notes and estimate the derivative of the function, x2cosx at xi= 1 using
backward finite divided differences at step sizes h = 0.1 and h = 0.01 applying the truncated and the more accurate
formula for h = 0.01 step size.
3. Open your numerical differentiation lecture notes and estimate the derivative of the function, x2cosx at xi= 1 using
centered finite divided differences at step sizes h = 0.1 & h = 0.01 applying the truncated and the more accurate formula
for h = 0.01 step size.

4. Open your numerical differentiation lecture notes and improved the estimated derivative of the function, x2cosx at
xi= 1 using Richardson’s extrapolation on the finite divided differences techniques at step sizes h = 0.1 & h = 0.01.
Answer: (forward finite divided differences)
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Answer: (backward finite divided differences)
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Syntax:
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Answer: (centered finite divided differences)
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Syntax:
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Answer: (Richardson’s extrapolation)
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Syntax:
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